Physical exercises — most often, are mechanical repetition of the habitual trained movements and poses in reality, the bearing various shades of meanings.
To dream that you are exercising, signifies your worries about your health. You may be concerned about fitting into society*s ideals of beauty. Alternatively, the dream may also indicate that you need to exercise your rights and power in some situation.
To dream about exercising is an omen of good luck if you enjoyed it. But if it was tiring or unpleasant, the dream is a warning to avoid forcing any issues - don't push or try to get an answer out of someone for a few weeks.